After a couple hours of research I managed to get this game working on Windows 10.
dgVoodoo fixes the blurry graphics and you can get a widescreen patch on WSGF.
But I came to a problem when trying to get 32-bit colors.

This is the literature that is available on 32-bit subject:
https://raymanpc.com/forum/viewtopic.php?f=13&t=21641&p=1111432#p1111432
This page also references this one:
http://www.jeuxvideo.com/superlumberjack/forums/message/739921747

Also on Youtube:
https://www.youtube.com/watch?v=nOmZWCLOHfI

And on PCGW (doesn't let me paste url, so I deleted https):
pcgamingwiki.com/wiki/Rayman_2:_The_Great_Escape#32-bit_depth_not_available_.28Glide.29

And on this forum, this is the best topic I could find (besides the Xbox360 controller ones, these will be useful):
https://www.gog.com/forum/rayman_series/rayman_2_graphics_quality
On 32-bit subject there is only one topic from 2011, but it doesn't have a solution.

For 32-bit fix, you need nGlide instead od dgVoodoo.
And most instructions are incorrect, only on jeuxvideo.com and this forum it says correctly.
You must copy GliVd1vf.dll from folder DLL\Glide to folder DLL, and not the other way around.
But when I do that, GXSetup.exe doesn't open anymore. First it shows a 3dfx logo, then only white screen and it changes resolutions indefinitely. In taskbar it says Detecting resolutions.

This is all I could found about white screen, again, no solutions:
https://raymanpc.com/forum/viewtopic.php?t=12794#p981771
But what they are talking about here is WineD3D wrapper and not nGlide. With this, I also get white screen.

I finally got it working.
First you need the new GOG version of the game from 2018. It comes pre-configured with nGlide.
In main folder of the game there are 3 3Dfx dll's and 3 glide dll's, so that's probably what I was missing before.

Then you have to do this:
1. open nglide_config.exe and set Screen resolution to your monitor's native resolution, you can also turn off 3dfx logo splash screen
2. for 32-bit colors, open ubi.ini and replace 16 with 32
3. download the Widescreen Patch from here:
https://yadi.sk/d/GCv8tY-R3UBCFF

Opening GXSetup.exe is not really necessary, it just creates the ubi.ini, but it's already there when you install the game. And it doesn't matter if the resolution is set to 800x600, as the game resolution is set in nGlide anyway.

Only problem with nGlide that dgVooodoo doesn't have is the black screen flashing like 5 times when you start the game, due to changing resolution.

EDIT 16.9.2018:
The important file is glide2x.dll, that makes the widescreen patch work.

I was also involved in fixing NFS Porsche for Win 10, and this is what I found during that time:
http://www.iplounge.net/forum/viewtopic.php?t=2243
"nGlide automatically forces 32-bit colors, no matter what's set in-game!"

So I guess this fix is not needed for nGlide.
Now I just need to find time and make screenshots with dgVoodoo and with nGlide.

I now have more insight as to what actually fixes this game in Windows 10.

Instructions are for the old GOG release from 2011, for the new 2018 release you just have to do steps 1 and 2. For step 2 you have to open nglide_config.exe in the main folder of the game.

1. You need to turn off Focus assist:
press Windows key + I -> System > Focus assist -> When I'm playing a game -> Off
This is the main fix apart from using nGlide. Without it, the game and GXSetup don't even start.
Actually, if you only do step 2, it still works, but it's better to turn it off just in case. It just makes problems for old games from around 2000. It also fixed Commandos 2, Desperados and Robin Hood for me.

2. Download nGlide, go to Start -> nGlide and open nGlide Configurator. Set Screen resolution to your monitor's native resolution, you can also turn off 3dfx logo splash screen.
Doing this shortens the time when you open GXSetup.exe or go into the game from 10s to 4s. It still changes resolutions 8 times, only faster.

3. Copy GliVd1vf.dll from folder DLL\Glide to folder DLL.

4. You can avoid waiting for GXSetup to open if you make changes to ubi.ini manually:
GLI_DllFile=GliVd1
GLI_Dll=Glide2

5. Resolution set in GXSetup/ubi.ini isn't that important, it just affects the Ubisoft logo and the loading screen, from language selection forward it takes the resolution from nGlide configurator. Best you can set is 1600x1200, so edit ubi.ini like this:
GLI_Mode=1 - 1600 x 1200 x 16
You can change 16 to 32, but as I said in my previous post, it doesn't make a difference with nGlide.

6. For widescreen patch to work with nGlide, you need to copy glide2x.dll to the main folder of the game. You have to google for it, in 2018 release it has a size of 1.617.920 B.